Robustified methods for Gaussian Graphical Models


[Package List] [Top]

Documentation for package ‘rggm’ version 1.0.1

Help Pages

rggm-package Fitting Gaussian concentrate matrix models with a robustified method
duplication A duplication matrix
duplication.inverse The inverse of a duplication matrix
elimination The inverse of a duplication matrix
rggm Fitting Gaussian concentrate matrix models with a robustified method
rob.asymv.sigma An internal function
rob.browne.test An overall goodness-of-fit of the model
rob.delta An internal function
rob.estimConGraph Robustfied estimators for a given Gaussian concentration graph models
rob.fitConGraph Fitting a concentration graph model based on a robustified method
rob.pcov.test Testing zero partial covariances
sqrtm Squared root matrix of a given symmetric matrix
vech The half vectororized elements of a given matrix